+22.3%
XBI vs ALHC
-66.2%
+88.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.4% | -0.1% |
| 7D | -1.1% | +0.3% | -1.4% | -1.2% |
| 30D | +2.6% | -10.6% | +13.1% | +4.3% |
| 3M | -4.0% | -45.3% | +41.3% | +4.6% |
| 6M | +10.9% | -59.7% | +70.6% | +25.1% |
| YTD | +23.6% | -62.7% | +86.3% | +39.7% |
| 1Y | +35.1% | -56.1% | +91.2% | +47.9% |
| 3Y | +125.2% | +21.3% | +103.9% | +82.0% |
| All | +22.3% | -66.2% | +88.5% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALHC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling